EFTA01459878

Seller. Buyer: Index: Shares: Number of Indices: Number of Shares: Single Component Index: Multiple Component Index: Basket: Notional Amount ('NA'): Number of Options: Premium: Premium Payment Date: Exchange(s): Related Exchange(s): Separate Valuation I Combined Consideration: Calculation Agent: Procedure for Exercise: Expiration Time: Expiration Date: Multiple Exercise: Automatic Exercise: Sellers Te:ephorie Number and Telex and/or Facsimile Number end Contact Details for Purpose of Giving Notice: Valuation: Valuation Time: Party A Party B As specified in Annex 1 The exchange traded fund(s) ('ETP) as specified in Annex 1 The aggregate number of indices as set out in Annex 1 The aggregate number of Shares as set out in Annex 1 Any Index or Share to which the Multiple Exchange Index Annex is specified to be 'Not applicable' in Annex 1 Any index or Share to which the Multiple Exchange Index Annex is specified to be 'Applicable' in Annex 1 The basket of an index and an Shares as specified in Annex 1 (each a Component (i)) USD 4,166,000.00 One USD 99,984.00 4 February 2015 As specified in Annex I As specified In Annex I Notwithstanding anything to the contrary in the 2002 Equity Definitions, Scheduled Trading Day, Exchange Business Day, Averaging Date, Valuation Date, Disrupted Day, Valuation Time, Final Price and any other variable relevant to this Transaction as the Calculation Agent deems appropriate, shall be determined separately in respect of each index and Share as the case may be In the Basket, as If such Index or Share were a separate index Transaction or Share Transaction so that each of such indices shall be valued independently but that such values combined shall produce a single value for the Basket. For the purposes of determining the Cash Settlement Payment Date, the Valuation Date will be the last Valuation Date to occur in respect of all the Indices and Shares in the Basket Party A The Valuation Time V 18 December 2015 Inapplicable Applicable Attention: • faders Jn relation to the Index In the Basket The Valuation Time for the Transaction shah be the latest Valuation Time of all of the Indices In the Basket each as determined pursuant to Section 8.1 of the Equity Definition provided that the Valuation Time of any Multiple Component .:2;e• Is lit 4 afWA L " CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120629 CONFIDENTIAL SDNY_GM_00266813 EFTA01459878